-24.0%
NKE vs MKSI
+524.1%
-548.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | -4.2% | +2.7% | -6.9% | -4.8% |
| 30D | -8.2% | -12.8% | +4.6% | -5.4% |
| 3M | -19.1% | -22.5% | +3.4% | -16.3% |
| 6M | -32.6% | +19.4% | -52.0% | -38.9% |
| YTD | -40.7% | +67.7% | -108.4% | -51.8% |
| 1Y | -48.9% | +131.4% | -180.3% | -62.7% |
| 3Y | -59.2% | +197.3% | -256.6% | -74.5% |
| 5Y | -75.3% | +87.0% | -162.3% | -82.9% |
| All | -24.0% | +524.1% | -548.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling